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Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

The architecture of a deep neural network is defined explicitly in terms of the number of layers, the width of each layer and the general network topology. Existing optimisation frameworks neglect this information in favour of implicit…

Machine Learning · Computer Science 2023-04-12 Jeremy Bernstein , Chris Mingard , Kevin Huang , Navid Azizan , Yisong Yue

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

We prove linear convergence of gradient descent to a global optimum for the training of deep residual networks with constant layer width and smooth activation function. We show that if the trained weights, as a function of the layer index,…

Machine Learning · Computer Science 2023-01-26 Rama Cont , Alain Rossier , RenYuan Xu

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Machine Learning · Computer Science 2019-05-28 Santosh Vempala , John Wilmes

This work analyzes the convergence of a class of smoothing-based gradient descent methods when applied to optimization problems. In particular, Gaussian smoothing is employed to define a nonlocal gradient that reduces high-frequency noise,…

Optimization and Control · Mathematics 2024-03-27 Andrew Starnes , Anton Dereventsov , Clayton Webster

Tree-based models are widely recognized for their interpretability and have proven effective in various application domains, particularly in high-stakes domains. However, learning decision trees (DTs) poses a significant challenge due to…

Machine Learning · Computer Science 2026-03-13 Sascha Marton

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis

Deep neural networks achieve stellar generalisation even when they have enough parameters to easily fit all their training data. We study this phenomenon by analysing the dynamics and the performance of over-parameterised two-layer neural…

Machine Learning · Statistics 2022-03-28 Sebastian Goldt , Madhu S. Advani , Andrew M. Saxe , Florent Krzakala , Lenka Zdeborová

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

Bilevel optimization has been widely used in many machine learning applications such as hyperparameter optimization and meta learning. Recently, many simple stochastic gradient descent(SGD) type algorithms(without using momentum and…

Optimization and Control · Mathematics 2023-06-21 Haimei Huo , Risheng Liu , Zhixun Su

Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…

Machine Learning · Computer Science 2023-11-30 Avery Ma , Yangchen Pan , Amir-massoud Farahmand

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…

Machine Learning · Computer Science 2021-12-08 Scott Pesme , Loucas Pillaud-Vivien , Nicolas Flammarion

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

Optimization theory serves as a pivotal scientific instrument for achieving optimal system performance, with its origins in economic applications to identify the best investment strategies for maximizing benefits. Over the centuries, from…

Machine Learning · Computer Science 2024-09-10 Yuhan Ma , Dan Sun , Erdi Gao , Ningjing Sang , Iris Li , Guanming Huang